On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula‐Based Approach to Time Series Prediction (Q4687329)
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scientific article; zbMATH DE number 6951842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula‐Based Approach to Time Series Prediction |
scientific article; zbMATH DE number 6951842 |
Statements
On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula‐Based Approach to Time Series Prediction (English)
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11 October 2018
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model selection
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copula distributions
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non Gaussian residuals
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linear autoregressive conditional mean
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